Goldman Sachs Call 220 AMG 21.06.2024
/ DE000GZ9DUL2
Goldman Sachs Call 220 AMG 21.06..../ DE000GZ9DUL2 /
13/06/2024 09:47:21 |
Chg.-0.08 |
Bid12:12:11 |
Ask12:12:11 |
Underlying |
Strike price |
Expiration date |
Option type |
7.49EUR |
-1.06% |
7.49 Bid Size: 2,000 |
7.64 Ask Size: 2,000 |
AMGEN INC. DL-... |
220.00 - |
21/06/2024 |
Call |
Master data
WKN: |
GZ9DUL |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
21/06/2024 |
Issue date: |
02/03/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.86 |
Intrinsic value: |
5.84 |
Implied volatility: |
2.76 |
Historic volatility: |
0.22 |
Parity: |
5.84 |
Time value: |
1.77 |
Break-even: |
296.10 |
Moneyness: |
1.27 |
Premium: |
0.06 |
Premium p.a.: |
15.52 |
Spread abs.: |
0.15 |
Spread %: |
2.01% |
Delta: |
0.78 |
Theta: |
-2.10 |
Omega: |
2.87 |
Rho: |
0.03 |
Quote data
Open: |
7.49 |
High: |
7.49 |
Low: |
7.49 |
Previous Close: |
7.57 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.88% |
1 Month |
|
|
-10.41% |
3 Months |
|
|
+35.44% |
YTD |
|
|
+13.66% |
1 Year |
|
|
+254.98% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.22 |
7.57 |
1M High / 1M Low: |
9.07 |
7.26 |
6M High / 6M Low: |
9.83 |
4.16 |
High (YTD): |
06/02/2024 |
9.83 |
Low (YTD): |
19/04/2024 |
4.16 |
52W High: |
06/02/2024 |
9.83 |
52W Low: |
07/07/2023 |
1.90 |
Avg. price 1W: |
|
7.94 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.84 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.55 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
54.83% |
Volatility 6M: |
|
127.99% |
Volatility 1Y: |
|
116.53% |
Volatility 3Y: |
|
- |